Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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CHARACTERIZATIONS OF GAMMA DISTRIBUTION VIA SUB-INDEPENDENT RANDOM VARIABLES

  • Hamedani, G.G. (Department of Mathematics Marquette University)
  • Received : 2014.08.13
  • Accepted : 2015.04.27
  • Published : 2015.05.15
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Abstract

The concept of sub-independence is based on the convolution of the distributions of the random variables. It is much weaker than that of independence, but is shown to be sufficient to yield the conclusions of important theorems and results in probability and statistics. It also provides a measure of dissociation between two random variables which is much stronger than uncorrelatedness. Inspired by the excellent work of Jin and Lee (2014), we present certain characterizations of gamma distribution based on the concept of sub-independence.

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References

  1. G. G. Hamedani, Sub-independence: An Expository Perspective, Commun. Statist. Theory-Methods 41 (2013), 3615-3638.
  2. H.-W. Jin and M.-Y. Lee, Characterizations of the Gamma Distribution by Independence Property of Random Variables, J. of Chungcheong Math. Soc. 27 (2014), no. 2, 157-163. https://doi.org/10.14403/jcms.2014.27.2.157